Worst case portfolio vectors and diversification effects
Year of publication: |
2011
|
---|---|
Authors: | Rüschendorf, Ludger |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 16.2012, 1, p. 155-175
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Diversifikation | Diversification |
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